Modelling emerging market risk premia using higher moments
Year of publication: |
1999
|
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Authors: | Hwang, Soosung ; Satchell, Stephen |
Published in: |
International journal of finance & economics : IJFE. - Chichester, Sussex : Wiley, ISSN 1076-9307, ZDB-ID 1324693-8. - Vol. 4.1999, 4, p. 271-296
|
Subject: | Risikoprämie | Risk premium | CAPM | Theorie | Theory | Momentenmethode | Method of moments | Schätzung | Estimation | Schwellenländer | Emerging economies | Welt | World |
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